S&P Asia 50 CME EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.87% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 10.43 | |
| 0.1262 | 37.91 | |
| 0.9857 | 1,394.27 | |
| -0.0563 | -20.81 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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